Jambor was born in 1909 in Budapest, Hungary, the half-Jewish daughter of a wealthy businessman and a prominent piano teacher.

A piano prodigy, she was playing Mozart before she could read and at age 12 made her debut with a symphony orchestra.

In the early 1930s, at the height of her popularity, she fled to Paris and into exile, preferring playing practice piano in a dance studio to performing on the concert stage.

Trapped with her husband when the Nazis overran Holland, and unable to escape to the United States, she later returned to Hungary, which was still neutral.

The Nazis invaded in 1944 and Jambor participated in the Resistance, often dressed as a prostitute in seductive clothes and heavy makeup, calling herself Maryushka.